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We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

Probability · Mathematics 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota

Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…

Statistical Mechanics · Physics 2025-10-22 Hillol Kumar Barman , Pathik Das , Syed Yunus Ali

In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an…

Statistical Mechanics · Physics 2020-01-03 D. S. Grebenkov , R. Metzler , G. Oshanin

Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…

Data Analysis, Statistics and Probability · Physics 2015-10-08 Miguel A. Ré , Natalia C. Bustos

This work presents global random walk approximations of solutions to one-dimensional Stefan-type moving-boundary problems. We are particularly interested in the case when the moving boundary is driven by an explicit representation of its…

Numerical Analysis · Mathematics 2024-10-17 Nicolae Suciu , Surendra Nepal , Yosief Wondmagegne , Magnus Ögren , Adrian Muntean

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

Statistical Mechanics · Physics 2010-06-28 D. Volovik , S. Redner

It is now well established that microswimmers can be sorted or segregated fabricating suitable microfluidic devices or using external fields. A natural question is how these techniques can be employed for dividing swimmers of different…

Statistical Mechanics · Physics 2020-11-04 Matteo Paoluzzi , Luca Angelani , Andrea Puglisi

The out-of-equilibrium character of active particles, responsible for accumulation at boundaries in confining domains, determines not-trivial effects when considering escape processes. Non-monotonous behavior of exit times with respect to…

Soft Condensed Matter · Physics 2024-05-29 Luca Angelani

We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…

Statistical Mechanics · Physics 2007-05-23 S. B. Yuste , L. Acedo

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…

Statistical Mechanics · Physics 2022-11-01 Debraj Das , Luca Giuggioli

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…

Probability · Mathematics 2019-10-29 Samuel Herrmann , Nicolas Massin

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

Suppose we are given the free product $V$ of a finite family of finite or countable sets $(V_i)_{i\in\mathcal{I}}$ and probability measures on each $V_i$, which govern random walks on it. We consider a transient random walk on the free…

Probability · Mathematics 2007-08-29 Lorenz Gilch

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a…

Probability · Mathematics 2017-01-24 Kohei Uchiyama

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski